+273.2%
GSK vs NLY
+1,197.0%
-923.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.5% | -4.0% | +0.5% | -2.8% |
| 30D | -3.4% | -5.2% | +1.8% | -2.5% |
| 3M | -8.1% | +2.8% | -11.0% | -8.6% |
| 6M | -11.1% | +4.2% | -15.3% | -11.8% |
| YTD | +0.7% | +4.7% | -3.9% | -0.2% |
| 1Y | +20.1% | +12.7% | +7.4% | +17.3% |
| 3Y | +46.1% | +62.5% | -16.4% | +32.5% |
| 5Y | +48.2% | +26.3% | +21.9% | +38.8% |
| 10Y | +80.1% | +81.0% | -0.9% | +52.9% |
| All | +273.2% | +1,197.0% | -923.8% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling